Marika Vezzoli

University of Brescia

Piazza del Mercato, 15

25122 Brescia

Italy

  • University of Brescia

SCHOLARLY PAPERS

6

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827

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16

Scholarly Papers (6)

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1.

Multidimensional Distance to Collapse Point and Sovereign Default Prediction

CAREFIN Research Paper No. 12/08
Number of pages: 44 Posted: 29 Nov 2008
Roberto Savona and Marika Vezzoli
University of Brescia - Department of Economics and Management and University of Brescia
Downloads 257 (253,474)
Citation 1

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CRoss validation AGGregatING, distance to default, Probit, Regression trees, Sovereign default

2.

Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

Downloads 203 (318,600)
Citation 9

Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

Number of pages: 59 Posted: 30 Nov 2011
Roberto Savona and Marika Vezzoli
University of Brescia - Department of Economics and Management and University of Brescia
Downloads 123 (489,665)
Citation 2

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Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting

Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 26
Number of pages: 60 Posted: 07 Nov 2012
Roberto Savona and Marika Vezzoli
University of Brescia - Department of Economics and Management and University of Brescia
Downloads 80 (661,959)
Citation 7

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Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting

3.

Sovereign Risk Zones in Europe During and After the Debt Crisis

Number of pages: 30 Posted: 08 Aug 2018
Veni Arakelian, Petros Dellaportas, Roberto Savona and Marika Vezzoli
Council of Economic Advisors, Ministry of Finance, Hellenic Republic, Athens University of Economics and Business, University of Brescia - Department of Economics and Management and University of Brescia
Downloads 126 (478,361)
Citation 2

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contagion, copula, credit default swaps, machine learning, regression trees, systemic risk

4.

Rules of Thumb for Banking Crises in Emerging Markets

Quaderni DSE Working Paper N° 872
Number of pages: 31 Posted: 23 Mar 2013
Paolo Manasse, Roberto Savona and Marika Vezzoli
Università degli Studi di Bologna - Department of Economics, University of Brescia - Department of Economics and Management and University of Brescia
Downloads 109 (534,045)
Citation 2

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Banking Crises, Early Warnings, Regression and Classification Trees, Stepwise Logit

5.

European Sovereign Systemic Risk Zones

Number of pages: 87 Posted: 16 Mar 2016
Veni Arakelian, Petros Dellaportas, Roberto Savona and Marika Vezzoli
Council of Economic Advisors, Ministry of Finance, Hellenic Republic, Athens University of Economics and Business, University of Brescia - Department of Economics and Management and University of Brescia
Downloads 71 (697,906)
Citation 2

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Credit default swaps, systemic risk, contagion, copula, regression trees

6.

Tail Dependence of Eurozone Sovereign CDS Spreads

Number of pages: 19 Posted: 08 Aug 2018
Veni Arakelian, Roberto Savona and Marika Vezzoli
Council of Economic Advisors, Ministry of Finance, Hellenic Republic, University of Brescia - Department of Economics and Management and University of Brescia
Downloads 61 (755,820)

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copula, credit default swaps, tail dependence, loss portfolio distribution